Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications |
scientific article; zbMATH DE number 6232527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications |
scientific article; zbMATH DE number 6232527 |
Statements
Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (English)
0 references
26 November 2013
0 references
asymptotic distributions
0 references
residual autocovariances
0 references
parsimonious models
0 references
periodic time series models
0 references
portmanteau test statistics
0 references
time series
0 references
0 references
0 references
0 references
